+97.7%
DOCN vs SYF
+114.3%
-16.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.2% | -7.0% | -7.0% |
| 7D | -20.0% | -0.4% | -19.6% | -19.8% |
| 30D | -38.8% | +4.4% | -43.2% | -40.2% |
| 3M | -34.8% | -4.7% | -30.1% | -33.2% |
| 6M | -22.8% | +1.9% | -24.7% | -25.1% |
| YTD | +74.6% | -8.9% | +83.5% | +78.2% |
| 1Y | +116.4% | +4.1% | +112.4% | +103.0% |
| 3Y | +239.3% | +162.2% | +77.1% | +82.9% |
| 5Y | -20.2% | +73.9% | -94.1% | -52.8% |
| All | +97.7% | +114.3% | -16.6% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SYF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling